Convergence of Constant Step Stochastic Gradient Descent for Non-Smooth Non-Convex Functions
Pascal Bianchi, Walid Hachem, Sholom Schechtman
Topics & Concepts
MathematicsSubderivativeLipschitz continuityIterated functionStochastic gradient descentApplied mathematicsMathematical analysisMathematical optimizationConvex optimizationRegular polygonGeometryMachine learningComputer scienceArtificial neural networkStochastic Gradient Optimization TechniquesOptimization and Variational AnalysisSparse and Compressive Sensing Techniques